Tour v340
MRNA
MODERNA INC
$68.28 +1.25%
$68.20 (-0.11%)🌙
as of 07/15 06:12 PM
7/15 18:12

Option Volume

Detail
Current (07/15) 15,146
Calls: 9,554 (63%)
Puts: 5,592 (37%)
Prior (07/14) 17,436
Calls: 8,291 (48%)
Puts: 9,145 (52%)
Current vs Prior -13.13%
Calls: +15.23% (Calls)
Puts: -38.85% (Puts)
Prior 7-Day Total 325,279
Calls: 203,235 (62%)
Puts: 122,044 (38%)
Prior 7-Day Average 46,468
Calls: 29,033 (62%)
Puts: 17,434 (38%)
Current vs Prior 7-Day Avg -67.41%
Calls: -67.09%
Puts: -67.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $6.43M
Calls: $4.65M (72%)
Puts: $1.78M (28%)
Prior (07/14) $7.19M
Calls: $3.79M (53%)
Puts: $3.39M (47%)
Current vs Prior -10.51%
Calls: +22.52%
Puts: -47.44%
Prior 7-Day Total $188.32M
Calls: $128.07M (68%)
Puts: $60.25M (32%)
Prior 7-Day Average $26.90M
Calls: $18.30M (68%)
Puts: $8.61M (32%)
Current vs Prior 7-Day Avg -76.10%
Calls: -74.60%
Puts: -79.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.59
Prior (07/14) 1.10
Current vs Prior -46.94%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -26.39%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 328,273
Calls: 180,012 (55%)
Puts: 148,261 (45%)
Prior (07/14) 606,660
Calls: 292,496 (48%)
Puts: 314,164 (52%)
Current vs Prior -45.89%
Prior 7-Day Total 4,139,446
Calls: 2,055,359 (50%)
Puts: 2,084,087 (50%)
Prior 7-Day Average 591,349
Calls: 293,622 (50%)
Puts: 297,726 (50%)
Current vs Prior 7-Day Avg -44.49%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 6.50% | 10.59%6.50% | 23.58%
Prior 6.85% | 11.64%6.85% | 23.62%
Current vs Prior -5.08% | -9.03%-5.08% | -0.18%
Prior 7-Day Avg 7.62% | 12.31%10.54% | 26.07%
Current vs 7-Day Avg -14.63% | -13.96%-38.31% | -9.56%
Prior 7-Day Eod 6.85% | 11.64%6.85% | 23.62%
Current vs 7-Day Eod -5.08% | -9.03%-5.08% | -0.18%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Prior 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 31.13% | 42.25%
Calls: 20.15% | 38.46%
Puts: 42.12% | 46.05%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($4.65M). Bullish P/C ratio of 0.59. P/C ratio dropping 47% - sentiment shifting bullish. Declining open interest (down 46%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 10 of results (avg 8.6%, best 3.4%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 242.402.62$2.518.8%930.45439
$66.00Aug 77.308.00$7.659.2%140.602
$60.00Aug 2112.0013.25$12.639.9%130.721.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Aug 2111.6012.00$11.803.4%140.56224
$75.00Aug 1410.8511.70$11.277.5%20.5819
$80.00Aug 2114.9016.30$15.609.0%50.65223
$70.00Aug 218.409.20$8.809.1%780.471.2K
$74.00Jul 246.657.30$6.989.3%10.73113

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.59, cheapest $0.36)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Jul 170.330.39$0.3616.7%610.16248
$72.00Jul 170.450.53$0.4916.3%5820.206.6K
$70.00Jul 170.931.04$0.9911.1%3890.3514.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 170.490.55$0.5211.5%2330.212.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 71 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 1712.2014.65$13.4318.2%101.001.6K
$60.00Jul 177.909.65$8.7819.9%110.963.1K
$55.00Jul 2412.3514.75$13.5517.7%90.96--
$57.00Jul 2410.5512.60$11.5817.7%410.9558
$56.00Jul 1711.2513.25$12.2516.3%20.9410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Jul 1710.5012.90$11.7020.5%20.97174
$78.00Jul 178.5011.00$9.7525.6%10.94--
$75.00Jul 175.658.30$6.9838.0%70.911.4K
$74.00Jul 174.707.15$5.9341.3%20.8911
$78.00Jul 249.1011.45$10.2722.9%10.87--

Most actively traded options today. High liquidity = easy entry/exit. 182 active (total vol 9.8K, top 946)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 170.150.25$0.2050.0%9460.0917.2K
$72.00Jul 170.450.53$0.4916.3%5820.206.6K
$69.00Jul 242.803.15$2.9711.8%4920.50126
$73.00Jul 241.231.71$1.4732.7%4370.3156
$78.00Jul 170.000.27$0.14192.9%4090.06554
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 212.122.44$2.2814.0%7650.1810.3K
$58.00Jul 240.150.35$0.2580.0%2820.0731
$65.00Jul 170.490.55$0.5211.5%2330.212.4K
$62.00Aug 73.204.40$3.8031.6%1720.30--
$67.00Jul 314.354.95$4.6512.9%1670.435

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 24.7%, max 87.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$56.00Jul 17Jul 24164.7%88.0%87.2%7179
$55.00Jul 17Aug 21143.0%90.2%58.6%142.8K
$80.00Jul 17Aug 28115.4%92.0%25.5%1003.0K
$81.00Jul 17Aug 14113.8%92.2%23.5%331
$78.00Jul 17Aug 28115.2%95.2%21.1%411563
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$58.00Jul 17Jul 24120.5%73.9%63.0%29256
$78.00Jul 17Jul 24115.2%71.6%61.0%2--
$55.00Jul 17Aug 28143.0%90.4%58.2%67.4K
$80.00Jul 17Aug 21115.4%93.9%22.9%7397
$74.00Jul 17Jul 2491.5%75.5%21.2%3124

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 100 found (best R:R 7.33, avg 2.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$73.00$74.00Jul 17$0.12$0.88$0.127.33$73.12
$72.00$73.00Jul 17$0.13$0.87$0.136.69$72.13
$76.00$77.00Jul 31$0.15$0.85$0.155.67$76.15
$76.00$77.00Jul 24$0.17$0.83$0.174.88$76.17
$79.00$80.00Aug 14$0.17$0.83$0.174.88$79.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$61.00$60.00Jul 17$0.12$0.88$0.127.33$60.88
$68.00$67.00Aug 14$0.13$0.87$0.136.69$67.87
$65.00$64.00Jul 17$0.15$0.85$0.155.67$64.85
$63.00$62.00Jul 17$0.19$0.81$0.194.26$62.81
$65.00$64.00Aug 7$0.23$0.77$0.233.35$64.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 12.04, avg 1.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.00$64.00Jul 17$1.77$1.77$0.237.70$63.77
$80.00$81.00Aug 14$0.88$0.88$0.127.33$80.88
$67.00$68.00Jul 31$0.87$0.87$0.136.69$67.87
$56.00$60.00Jul 17$3.47$3.47$0.536.55$59.47
$56.00$57.00Jul 24$0.85$0.85$0.155.67$56.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$78.00$75.00Jul 17$2.77$2.77$0.2312.04$75.23
$69.00$68.00Jul 17$0.83$0.83$0.174.88$68.17
$78.00$74.00Jul 24$3.29$3.29$0.714.63$74.71
$72.00$71.00Jul 17$0.82$0.82$0.184.56$71.18
$66.00$65.00Aug 7$0.82$0.82$0.184.56$65.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $1.22, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 17Jul 24$0.12143.0%83.4%
$56.00Jul 17Jul 24$0.18164.7%88.0%
$78.00Jul 17Jul 24$0.35115.2%71.6%
$60.00Jul 17Jul 24$0.42104.8%82.1%
$79.00Jul 17Jul 24$0.43114.3%77.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 17Jul 24$0.11143.0%83.4%
$58.00Jul 17Jul 24$0.18120.5%73.9%
$61.00Jul 17Jul 24$0.43112.9%74.8%
$78.00Jul 17Jul 24$0.52115.2%71.6%
$60.00Jul 17Jul 24$0.56104.8%82.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 5.29% of stock, avg 15.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$68.00Jul 17$1.88$1.73$3.61$64.39$71.615.29%
$67.00Jul 17$2.35$1.30$3.65$63.35$70.655.35%
$69.00Jul 17$1.32$2.56$3.88$65.12$72.885.68%
$66.00Jul 17$3.28$0.79$4.07$61.93$70.075.96%
$65.00Jul 17$3.60$0.52$4.12$60.88$69.126.03%
$70.00Jul 17$0.99$3.19$4.18$65.82$74.186.12%
$71.00Jul 17$0.67$3.83$4.50$66.50$75.506.59%
$72.00Jul 17$0.49$4.65$5.14$66.86$77.147.53%
$64.00Jul 17$4.78$0.37$5.15$58.85$69.157.54%
$74.00Jul 17$0.24$5.93$6.17$67.83$80.179.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.07% of stock, avg 11.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$73.00$64.00Jul 17$0.36$0.37$0.73$63.27$73.73
$72.00$64.00Jul 17$0.49$0.37$0.86$63.14$72.86
$73.00$65.00Jul 17$0.36$0.52$0.88$64.12$73.88
$72.00$65.00Jul 17$0.49$0.52$1.01$63.99$73.01
$71.00$64.00Jul 17$0.67$0.37$1.04$62.96$72.04
$73.00$66.00Jul 17$0.36$0.79$1.15$64.85$74.15
$71.00$65.00Jul 17$0.67$0.52$1.19$63.81$72.19
$72.00$66.00Jul 17$0.49$0.79$1.28$64.72$73.28
$70.00$64.00Jul 17$0.99$0.37$1.36$62.64$71.36
$71.00$66.00Jul 17$0.67$0.79$1.46$64.54$72.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 125 found (best R:R 22.08, avg credit $1.84)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
64/6771/73Aug 28$2.87$0.1322.08$64.13$73.87
60/6162/64Jul 17$1.89$0.1117.18$59.11$63.89
70/7378/80Aug 28$2.71$0.299.34$70.29$80.71
67/6970/72Jul 31$1.80$0.209.00$67.20$71.80
63/6469/70Aug 7$0.88$0.127.33$63.12$69.88
67/7078/80Aug 28$2.62$0.386.89$67.38$80.62
58/5964/65Jul 24$0.86$0.146.14$58.14$64.86
65/6670/72Jul 31$1.71$0.295.90$64.29$71.71
65/7075/80Aug 21$4.22$0.785.41$65.78$79.22
66/6769/70Jul 17$0.84$0.165.25$66.16$69.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 53 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$75.00$80.00Aug 21$0.23$4.7720.74
$71.00$72.00$73.00Jul 17$0.05$0.9519.00
$56.00$57.00$58.00Jul 24$0.05$0.9519.00
$69.00$70.00$71.00Jul 24$0.05$0.9519.00
$70.00$71.00$72.00Jul 24$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$67.00$70.00$73.00Aug 28$0.09$2.9132.33
$64.00$67.00$70.00Aug 28$0.14$2.8620.43
$65.00$70.00$75.00Aug 21$0.25$4.7519.00
$70.00$72.00$74.00Jul 24$0.14$1.8613.29
$67.00$68.00$69.00Jul 24$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-1.47, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Aug 21-$2.66$2.34
$70.00$75.001:2Aug 14-$3.37$1.63
$70.00$75.001:2Aug 21-$3.90$1.10
$79.00$80.001:2Jul 17-$0.05$0.95
$75.00$76.001:2Jul 17-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$69.001:2Jul 31-$1.47$4.53
$60.00$55.001:2Aug 21-$0.63$4.37
$65.00$60.001:2Aug 21-$1.81$3.19
$64.00$60.001:2Jul 31-$0.84$3.16
$58.00$55.001:2Jul 17-$0.03$2.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 10.76%, avg 3.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$70.00Aug 28$7.350.532.5%10.76%13.28%353
$70.00Aug 21$6.850.522.5%10.03%12.55%1662.7K
$71.00Aug 28$6.750.514.0%9.89%13.87%41
$70.00Aug 14$6.100.512.5%8.93%11.45%1--
$69.00Aug 14$6.050.541.1%8.86%9.92%32
$69.00Aug 7$5.950.531.1%8.71%9.77%3688
$73.00Aug 28$5.550.476.9%8.13%15.04%2--
$70.00Aug 7$5.500.512.5%8.06%10.57%46832
$75.00Aug 21$5.050.439.8%7.40%17.24%601.8K
$69.00Jul 31$4.550.521.1%6.66%7.72%10102

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 9,554
Total Puts 5,592
Put/Call Ratio 0.59
Net Difference 3,962

Prior's Put/Call Breakdown

Total Calls 8,291
Total Puts 9,145
Put/Call Ratio 1.10
Net Difference -854

Prior 7-Day Put/Call Summary

Total Calls 203,235
Total Puts 122,044
Average Put/Call Ratio 0.80
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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